Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47524.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46129.31 Kr¶

PnL: ---------------------------------------> -759.26 Kr¶

DD now: ---------------------------------> -2.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:14:28.469578'

Anic Portfolio¶

Today¶

Return: -0.728 %¶

This Week¶

Return: -1.317 %¶

Total¶

Return: 55.582 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.240000 424.400000 69.400000 19.550000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -1.060000 708.000000 35.000000 5.200000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.690000 259.920000 13.920000 5.660000 246.000000
Karnov Group 9 3.220000 548.100000 12.100000 2.260000 536.000004
Eastnine 4 -1.410000 502.400000 11.400000 2.320000 491.000000
Boozt 12 2.060000 1664.400000 10.400000 0.630000 1653.999996
Norva24 Group 16 -4.060000 552.640000 9.640000 1.780000 543.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Resurs Holding 22 -0.080000 583.220000 9.220000 1.610000 573.999998
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Essity B 2 -0.620000 576.400000 2.400000 0.420000 574.000000
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Fastighetsbolag. Emilshus Pref 21 -3.070000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Swedbank A 3 -1.500000 561.600000 -2.400000 -0.430000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Nordea Bank Abp 29 -1.310000 3445.200000 -8.800000 -0.250000 3453.999992
CTEK 13 0.890000 517.660000 -16.340000 -3.060000 533.999999
International Petroleum Corp. 5 1.660000 521.000000 -73.570000 -12.370000 594.565215
Vivesto 1368 -3.660000 533.250000 -79.750000 -13.010000 612.999432
SAAB B 8 -0.580000 3280.800000 -96.200000 -2.850000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.730000 3552.900000 -203.100000 -5.410000 3756.000001
Fasadgruppen Group 35 -1.380000 3507.000000 -304.000000 -7.980000 3810.999990
Ovzon 52 -1.200000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46129.310000 -759.260000 -2.27377% 46888.564618

Updated:¶

'2023-01-13 17:14:40.985242'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶